+3.8%
NHYM vs VT
+36.2%
-32.4%
-6.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.1% |
| 7D | -0.5% | +1.0% | -1.5% | -0.5% |
| 30D | -2.0% | -0.2% | -1.7% | -2.0% |
| 3M | -2.3% | +4.5% | -6.9% | -2.5% |
| 6M | -0.8% | +14.1% | -14.9% | -1.5% |
| YTD | +0.5% | +14.8% | -14.2% | -0.2% |
| 1Y | +4.1% | +21.2% | -17.1% | +3.2% |
| All | +3.8% | +36.2% | -32.4% | +1.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded VT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling